+462.9%
CASY vs EXR
+144.7%
+318.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.5% | -11.7% | -13.5% |
| 7D | -16.5% | -3.1% | -13.5% | -15.7% |
| 30D | -26.4% | -7.5% | -18.9% | -24.7% |
| 3M | -17.3% | -7.5% | -9.8% | -15.5% |
| 6M | -5.2% | -5.2% | 0.0% | -4.0% |
| YTD | +14.1% | +6.5% | +7.6% | +11.9% |
| 1Y | +16.6% | -2.0% | +18.6% | +16.8% |
| 3Y | +163.7% | +21.5% | +142.2% | +144.5% |
| 5Y | +231.3% | -11.5% | +242.8% | +229.4% |
| 10Y | +462.9% | +148.0% | +314.9% | +305.4% |
| All | +462.9% | +144.7% | +318.1% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling